Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.4: Collateral Swaps

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26094.97 Day 31 No 168.96 31-90 Days G-4 24794.10 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35048.54 Day 31 Yes 1027.93 <7 Days IG-3 37415.00 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10867.80 Day 31 No 447.25 <7 Days IG-4 11815.62 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 24317.83 Day 31 Yes 984.68 31-90 Days IG-5 25996.35 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4975.59 Day 31 No 204.88 7-30 Days IG-6 5349.85 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13250.24 Day 31 No 657.70 <7 Days IG-7 14494.58 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12678.87 Day 31 No 155.08 <7 Days IG-8 13472.86 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28874.94 Day 31 No 709.83 7-30 Days L-1 30109.03 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 15476.05 Day 31 No 595.38 7-30 Days L-10 16021.66 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36957.79 Day 31 Yes 1558.72 7-30 Days L-11 33456.88 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22287.07 Day 31 No 266.15 31-90 Days L-2 22002.83 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 23480.98 Day 31 Yes 1171.73 7-30 Days L-3 23653.91 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 9352.77 Day 31 No 165.79 7-30 Days L-4 9557.55 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 10915.13 Day 31 Yes 391.05 31-90 Days L-5 10106.40 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 1578.91 Day 31 Yes 27.92 7-30 Days L-6 1572.95 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6185.55 Day 31 No 172.65 31-90 Days L-7 5980.45 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 183.76 Day 31 Yes 0.67 7-30 Days L-8 171.58 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42003.31 Day 31 No 620.72 7-30 Days L-9 38648.70 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20429.32 Day 31 No 10.29 <7 Days LC-1 22047.34 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9630.84 Day 31 No 240.37 <7 Days LC-2 10293.94 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23311.48 Day 31 Yes 845.34 31-90 Days N-1 22165.12 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 20640.39 Day 31 No 59.40 31-90 Days N-2 20091.60 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37886.21 Day 31 Yes 1603.46 31-90 Days N-3 40565.55 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 886.80 Day 31 No 6.87 7-30 Days N-4 826.52 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36315.40 Day 31 Yes 17.64 <7 Days N-5 35125.01 No T+2 No No Securities Finance